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If you're using whole almonds with skin, you can easily remove the skin by soaking them in hot water. After about 15 minutes you can easily rub the skin off under running cold water.
Let them dry and grind them using a food processor. Then add the egg and sugar.
If you're using almond flour you can combine it with sugar and the egg in a standmixer until you've reached a smooth paste. Add some lemon zest and juice if you like and wrap with cling film.
Store in the refrigerator, you can use this recipe for stuffed cookies or use it e.g. in this pie instead of frangipane.